Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Pathwise Strategies for Stochastic Differential Games with an Erratum to “Stochastic Differential Games with Asymmetric Information”.
Stochastic differential games, Strategies
An Impulse-Regime Switching Game Model of Vertical Competition.
Commodity markets, Impulse controls, Nash equilibrium, Optimal switching, Quasi-variational inequalities, Stochastic differential games